Sieve bootstrap for time series
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- The impact of bootstrap methods on time series analysis
- Robust estimation of a time series model with structural change
- A primer on bootstrap testing of hypotheses in time series models: with an application to double autoregressive models
- Statistical modeling of dengue transmission dynamics with environmental factors
- On the vector autoregressive sieve bootstrap
- Hermite expansion and estimation of monotonic transformations of Gaussian data
- A smoothed bootstrap test for independence based on mutual information
- Modified fast double sieve bootstraps for ADF tests
- Regeneration-based statistics for Harris recurrent Markov chains
- Testing for boundary conditions in case of fractionally integrated processes
- A time series bootstrap procedure for interpolation intervals
- Block length selection in the bootstrap for time series
- Detecting common longevity trends by a multiple population approach
- Recent developments in bootstrapping time series
- Moving-average representation of autoregressive approximations
- Sieve Bootstrap With Variable-Length Markov Chains for Stationary Categorical Time Series
- Re-colouring the Intensity-Based Bootstrap for Point Processes
- scientific article; zbMATH DE number 7047641 (Why is no real title available?)
- Conditional parametric bootstrap in GLARMA models
- Sieve bootstrap for functional time series
- Supervised factor modeling for high-dimensional linear time series
- Improved Sieve Bootstrap based prediction intervals for time series
- A bootstrap theory for weakly integrated processes
- An overview of bootstrap methods for estimating and predicting in time series
- Bootstrap approaches for estimation and confidence intervals of long memory processes
- A bootstrap algorithm for testing cointegration rank in VAR models in the presence of stationary variables
- Comparison of classical and Bayesian approaches for intervention analysis
- Detrending bootstrap unit root tests
- A test of symmetry based on L-moments with an application to the business cycles of the G7 economies
- Asymptotic properties of sieve bootstrap prediction intervals for \textit{FARIMA} processes
- Baxter's inequality and sieve bootstrap for random fields
- Relevant states and memory in Markov chain bootstrapping and simulation
- A single-index model procedure for interpolation intervals in time series
- Bootstrap prediction intervals for autoregressive conditional duration models
- A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic
- A sieve bootstrap test for cointegration in a conditional error correction model
- Introducing model uncertainty by moving blocks bootstrap
- Bootstrap model selection for possibly dependent and heterogeneous data
- Nonparametric Hypothesis Testing in a Spatial-Temporal Model: A Simulation Study
- Bootstrap Type-1 Fuzzy Functions Approach for Time Series Forecasting
- Modelling dependent data for longevity projections
- Sieve bootstrap prediction intervals
- A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models
- Specification testing for regression models with dependent data
- Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models
- Frequency domain bootstrap for ratio statistics under long-range dependence
- Likelihood ratio test for change in persistence
- Moving block bootstrap for analyzing longitudinal data
- Bootstrap rank tests for trend in time series
- On the power of the Augmented Dickey--Fuller test against fractional alternatives using bootstrap.
- Model-free bootstrap for a general class of stationary time series
- A generalized least squares estimation method for the autoregressive conditional duration model
- Sieve-based inference for infinite-variance linear processes
- Conditional value-at-risk: semiparametric estimation and inference
- Asymptotic and Bootstrap Inference for AR(∞) Processes with Conditional Heteroskedasticity
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension
- Normality tests for dependent data: large-sample and bootstrap approaches
- Weak dependence beyond mixing and asymptotics for nonparametric regression
- Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics
- Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes
- Mean-variance portfolio management with functional optimization
- Obtaining prediction intervals for FARIMA processes using the sieve bootstrap
- Investigation of parameter uncertainty in clustering using a Gaussian mixture model via jackknife, bootstrap and weighted likelihood bootstrap
- Testing for Breaks in Regression Models with Dependent Data
- A local factor nonparametric test for trend synchronism in multiple time series
- Simultaneous inference for autocovariances based on autoregressive sieve bootstrap
- On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap
- ANAPT: additive noise analysis for persistence thresholding
- Prediction Intervals for Time Series: A Modified Sieve Bootstrap Approach
- Diagnostics for the bootstrap and fast double bootstrap
- Catching uncertainty of wind: a blend of sieve bootstrap and regime switching models for probabilistic short-term forecasting of wind speed
- Approximating Markov chains for bootstrapping and simulation
- Wavelet energy ratio unit root tests
- Computational framework for longevity risk management
- A test for fractional cointegration using the sieve bootstrap
- Forecasting nonlinear time series with neural network sieve bootstrap
- Extending the range of validity of the autoregressive (sieve) bootstrap
- Resampling DEA estimates of investment fund performance
- SETAR model selection -- a bootstrap approach
- Forecasting time series with sieve bootstrap
- Bootstrap order determination for ARMA models: a comparison between different model selection criteria
- Resampling time series using missing values techniques
- A simple bootstrap method for time series
- On sieve bootstrap prediction intervals.
- Bootstraps for time series
- Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order
- Fast grid search and bootstrap-based inference for continuous two-phase polynomial regression models
- On testing for the equality of autocovariance in time series
- Frequency domain bootstrap for the fractional cointegration regression
- Approximate regenerative-block bootstrap for Markov chains
- Sieve bootstrapt-tests on long-run average parameters
- COVID-19: metaheuristic optimization-based forecast method on time-dependent bootstrapped data
- An empirical study on the parsimony and descriptive power of TARMA models
- DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY
- Bootstrap Unit-Root Tests: Comparison and Extensions
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